FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 5,953.0 5,880.0 -73.0 -1.2% 5,916.0
High 5,984.0 5,919.0 -65.0 -1.1% 6,024.0
Low 5,874.5 5,842.0 -32.5 -0.6% 5,863.0
Close 5,905.0 5,904.5 -0.5 0.0% 5,905.0
Range 109.5 77.0 -32.5 -29.7% 161.0
ATR 84.9 84.3 -0.6 -0.7% 0.0
Volume 103,864 117,364 13,500 13.0% 494,911
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 6,119.5 6,089.0 5,947.0
R3 6,042.5 6,012.0 5,925.5
R2 5,965.5 5,965.5 5,918.5
R1 5,935.0 5,935.0 5,911.5 5,950.0
PP 5,888.5 5,888.5 5,888.5 5,896.0
S1 5,858.0 5,858.0 5,897.5 5,873.0
S2 5,811.5 5,811.5 5,890.5
S3 5,734.5 5,781.0 5,883.5
S4 5,657.5 5,704.0 5,862.0
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 6,413.5 6,320.5 5,993.5
R3 6,252.5 6,159.5 5,949.5
R2 6,091.5 6,091.5 5,934.5
R1 5,998.5 5,998.5 5,920.0 5,964.5
PP 5,930.5 5,930.5 5,930.5 5,914.0
S1 5,837.5 5,837.5 5,890.0 5,803.5
S2 5,769.5 5,769.5 5,875.5
S3 5,608.5 5,676.5 5,860.5
S4 5,447.5 5,515.5 5,816.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,024.0 5,842.0 182.0 3.1% 102.5 1.7% 34% False True 101,991
10 6,068.5 5,841.5 227.0 3.8% 95.0 1.6% 28% False False 104,533
20 6,068.5 5,817.0 251.5 4.3% 80.5 1.4% 35% False False 95,643
40 6,068.5 5,458.5 610.0 10.3% 77.5 1.3% 73% False False 95,108
60 6,068.5 5,458.5 610.0 10.3% 80.5 1.4% 73% False False 73,693
80 6,068.5 5,458.5 610.0 10.3% 68.5 1.2% 73% False False 55,293
100 6,068.5 5,458.5 610.0 10.3% 58.0 1.0% 73% False False 44,239
120 6,068.5 5,458.5 610.0 10.3% 52.0 0.9% 73% False False 36,875
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,246.0
2.618 6,120.5
1.618 6,043.5
1.000 5,996.0
0.618 5,966.5
HIGH 5,919.0
0.618 5,889.5
0.500 5,880.5
0.382 5,871.5
LOW 5,842.0
0.618 5,794.5
1.000 5,765.0
1.618 5,717.5
2.618 5,640.5
4.250 5,515.0
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 5,896.5 5,913.0
PP 5,888.5 5,910.0
S1 5,880.5 5,907.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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